510 Events

filtered by:

Econometrics

Thu

Thursday

May 23

2013
Seminar | Rotterdam | 00:00

A Forward-Looking Model of the Term Structure of Interest Rates

Albert Lee Chun (University of Aarhus, Denmark)
- Seminars Econometric Institute
Wed

Wednesday

May 22 - 25

2013
Tinbergen Institute Lectures | Rotterdam

Low Frequency Econometrics

Mark Watson (Princeton University)
- Econometrics Lecture Series
Thu

Thursday

May 16

2013
Seminar | Rotterdam | 00:00

An Almost Closed Form Estimator for the EGARCH Model

Christian Hafner (UC Louvain, Belgium)
- Seminars Econometric Institute
Fri

Friday

April 26

2013
Seminar | Amsterdam | 00:00

Incidental Parameter Bias in Panel Quantile Regressions

Martin Weidner (UCL)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 19

2013
Seminar | Amsterdam | 00:00

Semi-automatic Non-linear Model Selection

Jenny Castle (Oxford)
- Econometrics Seminars and Workshop Series
Thu

Thursday

April 18

2013
Seminar | Rotterdam | 00:00

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Luc Bauwens (Louvain)
- Seminars Econometric Institute
Fri

Friday

April 12

2013
Seminar | Amsterdam | 00:00

Bootstrap Tests for Overidentification in Linear Regression Models

Russell Davidson (McGill)
- Econometrics Seminars and Workshop Series
Fri

Friday

April 05

2013
Seminar | Amsterdam | 00:00

Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures

Cornelis (Kees) Osterlee (CWI Amsterdam)
- Econometrics Seminars and Workshop Series
Thu

Thursday

April 04

2013
Seminar | Rotterdam | 00:00

Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects

Amaresh Tiwari (Univ. of Liege)
- Seminars Econometric Institute
Fri

Friday

March 15

2013
Seminar | Amsterdam | 00:00

Econometric Inference in the Vicinity of Unity

Tassos Magdalinos (Southampton)
- Econometrics Seminars and Workshop Series
Fri

Friday

March 08

2013
Seminar | Amsterdam | 00:00

Estimating variance matrices

Karim Abadir (Imperial College)
- Econometrics Seminars and Workshop Series
Fri

Friday

March 01

2013
Seminar | Amsterdam | 00:00

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Peter Schotman (Maastricht)
- Econometrics Seminars and Workshop Series
Tue

Tuesday

February 26

2013
Seminar | Rotterdam | 00:00

Histogram Time Series Forecasting. An Application in Finance

Javier Arroyo, University of Madrid
- Seminars Econometric Institute
Fri

Friday

February 22

2013
Seminar | Amsterdam | 00:00

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models

Michael Massmann (VU)
- Econometrics Seminars and Workshop Series
Fri

Friday

February 08

2013
Seminar | Amsterdam | 00:00

Robust Empirical Inference Built on Non-orthogonality Conditions

Jan Kiviet (Nanyang Technological University (Singapore) and UvA)
- Econometrics Seminars and Workshop Series
Thu

Thursday

January 31

2013
Seminar | Rotterdam | 00:00

Concept-based Bayesian Model Averaging and Growth Empirics

Wedun Wang (Tilburg)
- Seminars Econometric Institute
Thu

Thursday

January 24

2013
Seminar | Rotterdam | 00:00

Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products

Georgios Effraimidis ( University of Southern Denmark)
- Seminars Econometric Institute
Mon

Monday

November 26

2012
Seminar | Rotterdam | 00:00

Detecting Crises, Jumps, and Changes in Regime

Neil Ericsson (Federal Reserve Board)
- Seminars Econometric Institute
Thu

Thursday

November 15

2012
Seminar | Rotterdam | 00:00

Recalibrated Opinion Pools

James Mitchell (Warwick Business School)
- Seminars Econometric Institute
Fri

Friday

November 09

2012
Seminar | Amsterdam | 00:00

Common Dynamics in Volatility: an Additive Common Component vMEM Approach

Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series

Series

Fields

Year

Type

Location

510 Events

A Forward-Looking Model of the Term Structure of Interest Rates

Low Frequency Econometrics

An Almost Closed Form Estimator for the EGARCH Model

Incidental Parameter Bias in Panel Quantile Regressions

Semi-automatic Non-linear Model Selection

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Bootstrap Tests for Overidentification in Linear Regression Models

Accurate and Efficient Techniques for Pricing Derivatives and for Computing Risk Measures

Non-Linear Panel Data Models with Expected a posterion Values of Correlated Random Effects

Econometric Inference in the Vicinity of Unity

Estimating variance matrices

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Histogram Time Series Forecasting. An Application in Finance

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors, with an Application to Economic Learning Models

Robust Empirical Inference Built on Non-orthogonality Conditions

Concept-based Bayesian Model Averaging and Growth Empirics

Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products

Detecting Crises, Jumps, and Changes in Regime

Recalibrated Opinion Pools

Common Dynamics in Volatility: an Additive Common Component vMEM Approach